In my opinion a better route, instead of compiling on your own, especially if you aren't that experienced yet (no offense), would be to use backports, which exist, because:
You are running Debian stable, because you prefer the Debian stable tree. It runs great, there is just one problem: the software is a little bit outdated compared to other distributions. This is where backports come in.
Going this way would also provide you with security updates, which you otherwise would have taken care of yourself.
One caveat left: The current version of
j-bpo is built against
openssl 1.0.1, which means, you won't be able to use
ALPN, but instead
NPN, thus you couldn't serve
Chrome users, because the devs dropped
NPN support recently, but it will work for people using
Firefox, for example. I've described a workaround over here. If it's possible for your two wait something like four more weeks:
j-bpo will be rebuilt against
openssl 1.0.2, so you don't need this workaround then anymore.
So, lets get this going (for now):
jessie-backports to your sources.list. It's described over here.
APT pinning, to only pull packages you're specifying from
Put something along the lines of:
Pin: release n=jessie
Pin: release a=jessie-backports
/etc/apt/preferences. If this file doesn't exist yet, create it.
apt-get install -t jessie-backports nginx to install